+40.5%
EEM vs VRSK
-30.3%
+70.8%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +1.3% |
| 7D | +2.3% | -3.1% | +5.4% | +1.7% |
| 30D | +4.5% | -1.6% | +6.1% | +4.3% |
| 3M | -0.1% | +3.5% | -3.6% | +0.8% |
| 6M | +16.9% | -13.4% | +30.3% | +16.7% |
| YTD | +26.2% | -16.5% | +42.7% | +24.6% |
| 1Y | +40.5% | -30.6% | +71.1% | +39.2% |
| All | +40.5% | -30.3% | +70.8% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VRSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling